-20.0%
ONON vs ROL
+1.7%
-21.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -3.0% | -1.4% | -1.6% | -2.4% |
| 30D | -26.7% | -4.1% | -22.6% | -25.5% |
| 3M | -25.3% | -22.5% | -2.8% | -17.5% |
| 6M | -35.3% | -37.7% | +2.4% | -22.1% |
| YTD | -39.8% | -39.6% | -0.2% | -26.9% |
| 1Y | -39.2% | -36.0% | -3.2% | -28.2% |
| 3Y | -4.2% | -5.1% | +0.9% | -9.7% |
| All | -20.0% | +1.7% | -21.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling